CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 16-Jul-2020
Day Change Summary
Previous Current
15-Jul-2020 16-Jul-2020 Change Change % Previous Week
Open 1.2621 1.2581 -0.0040 -0.3% 1.2488
High 1.2658 1.2632 -0.0026 -0.2% 1.2678
Low 1.2586 1.2529 -0.0057 -0.5% 1.2449
Close 1.2591 1.2554 -0.0037 -0.3% 1.2638
Range 0.0072 0.0103 0.0031 43.1% 0.0229
ATR 0.0110 0.0110 -0.0001 -0.5% 0.0000
Volume 6 7 1 16.7% 152
Daily Pivots for day following 16-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2881 1.2820 1.2611
R3 1.2778 1.2717 1.2582
R2 1.2675 1.2675 1.2573
R1 1.2614 1.2614 1.2563 1.2593
PP 1.2572 1.2572 1.2572 1.2561
S1 1.2511 1.2511 1.2545 1.2490
S2 1.2469 1.2469 1.2535
S3 1.2366 1.2408 1.2526
S4 1.2263 1.2305 1.2497
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.3275 1.3186 1.2764
R3 1.3046 1.2957 1.2701
R2 1.2817 1.2817 1.2680
R1 1.2728 1.2728 1.2659 1.2773
PP 1.2588 1.2588 1.2588 1.2611
S1 1.2499 1.2499 1.2617 1.2544
S2 1.2359 1.2359 1.2596
S3 1.2130 1.2270 1.2575
S4 1.1901 1.2041 1.2512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2675 1.2491 0.0184 1.5% 0.0093 0.7% 34% False False 32
10 1.2678 1.2449 0.0229 1.8% 0.0093 0.7% 46% False False 91
20 1.2678 1.2263 0.0415 3.3% 0.0108 0.9% 70% False False 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3070
2.618 1.2902
1.618 1.2799
1.000 1.2735
0.618 1.2696
HIGH 1.2632
0.618 1.2593
0.500 1.2581
0.382 1.2568
LOW 1.2529
0.618 1.2465
1.000 1.2426
1.618 1.2362
2.618 1.2259
4.250 1.2091
Fisher Pivots for day following 16-Jul-2020
Pivot 1 day 3 day
R1 1.2581 1.2575
PP 1.2572 1.2568
S1 1.2563 1.2561

These figures are updated between 7pm and 10pm EST after a trading day.

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